So I did a quick Bing search and found this URL:
Which directed to the Windows Web Platform Installer 4.5:
Click the "Free Download" button...
Click the "Run" button...Search for HDInsight...
And sit back while it does it's thing... once the install completes, click on the URL:
That's basically as far as I got, in about 1/2 hour's time. Next step will be to explore, investigate and learn the basics.
You may enjoy my other posting of HDInsight for Azure posted back in December of 2012:
Onward and upward!